V-Lab
Brand Engagement Network Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
129.67%
decreased by 0.71%
1 Week
148.76%
increased by 18.38%
1 Month
200.94%
increased by 70.56%
Analysis last updated: Friday, July 24, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 2, 2021 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 29 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3492 | 1.19 |
α ARCH Response to squared shocks | 0.2390 | 2.76*** |
β GARCH Volatility persistence | 0.7375 | 10.39*** |
Spline Coefficients
K=9
| γ1 | 5.2851 | 1.13 |
| γ2 | -6.8588 | -0.77 |
| γ3 | 10.3765 | 1.17 |
| γ4 | -16.5716 | -1.75* |
| γ5 | 17.7009 | 2.12** |
| γ6 | -18.4188 | -2.20** |
| γ7 | 7.4516 | 0.63 |
| γ8 | 3.6721 | 0.36 |
| γ9 | -3.9037 | -0.78 |
Persistence:
0.977
Half-life:
29 days
Other Brand Engagement Network Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities